Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,26% | 7,50 CHF | 7,52 CHF | 41 000 | 41 000 | 40 993 | 40 993 | 310 990 CHF | 311 810 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 7,51 CHF | 7,53 CHF | 41 000 | 41 000 | 41 007 | 41 007 | 308 336 CHF | 309 156 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 7,74 CHF | 7,76 CHF | 40 000 | 40 000 | 40 480 | 40 480 | 311 290 CHF | 312 100 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 7,66 CHF | 7,68 CHF | 41 000 | 41 000 | 40 174 | 40 174 | 310 979 CHF | 311 782 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 7,73 CHF | 7,75 CHF | 40 000 | 40 000 | 40 838 | 40 838 | 310 187 CHF | 311 004 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 7,44 CHF | 7,46 CHF | 41 000 | 41 000 | 41 753 | 41 753 | 307 899 CHF | 308 734 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 7,24 CHF | 7,26 CHF | 42 000 | 42 000 | 41 164 | 41 164 | 306 377 CHF | 307 200 CHF | 99,87% | 99,87% |
11/11/2024 | 0,26% | 7,73 CHF | 7,75 CHF | 40 000 | 40 000 | 40 035 | 40 035 | 310 614 CHF | 311 415 CHF | 99,65% | 99,65% |
08/11/2024 | 0,27% | 7,65 CHF | 7,67 CHF | 41 000 | 41 000 | 39 103 | 39 103 | 305 477 CHF | 306 279 CHF | 98,72% | 98,72% |
07/11/2024 | 0,24% | 8,46 CHF | 8,48 CHF | 39 000 | 39 000 | 39 134 | 39 134 | 331 055 CHF | 331 838 CHF | 100,00% | 100,00% |